Comic Relief has raised £800 million since 1985 to help alleviate poverty.
The brand new track also shows footage of the band on tour in New York, Japan and London.
There are clips of the boys visiting Africa to see how previous funds raised through Red Nose Day have helped transform people's lives.
The band's trip to Africa shows Zayn Malik, Niall Horan and Louis Tomlinson visiting a hospital to meet sick babies who have illnesses that could have been prevented by a simple vaccination.
Some of the film aired on Saturday 16 February in the UK, as part of BBC One's Let's Dance for Comic Relief. The show is repeated in the UK on BBC Three at 7pm GMT on Sunday 17 February, and is available to watch on the BBC iPlayer.
The video of the single will be available to watch on Vevo from Thursday 21 February.
Earlier this week, Niall topped a poll to be named dream Valentine's Day husband.
One Direction are worth a multi-million pound fortune, with the potential to earn far more.
Their management are said to have tried to advise them on how to manage their financial assets, but so far only Louis Tomlinson, 21, and Niall Horan, 19, are said to have accepted help from professional accountants.
"They were all told that investing in property would be a wise move," said a source.
Lucrative endorsements include soft drinks and beauty products.
An industry expert said: "One Direction charge a minimum of £7.5million to become the face of a product.
"They've got millions of fans and they're the biggest group in the world so they can pretty much name their price."
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